BVT Call 96 SPDR Energy Select Sector ETF 21.06.2024
/ DE000VD36R58
BVT Call 96 SPDR Energy Select Se.../ DE000VD36R58 /
| 2024-05-16 7:52:31 PM |
Chg.-0.013 |
Bid8:16:52 AM |
Ask8:16:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.108EUR |
-10.74% |
0.110
Bid Size: 15,000 |
0.120
Ask Size: 15,000 |
- |
96.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VD36R5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.17 |
| Parity: |
-0.98 |
| Time value: |
0.14 |
| Break-even: |
97.35 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
2.43 |
| Spread abs.: |
0.01 |
| Spread %: |
8.00% |
| Delta: |
0.23 |
| Theta: |
-0.05 |
| Omega: |
14.43 |
| Rho: |
0.02 |
Quote data
| Open: |
0.126 |
| High: |
0.130 |
| Low: |
0.108 |
| Previous Close: |
0.121 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-61.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.132 |
0.108 |
| 1M High / 1M Low: |
0.340 |
0.106 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
